DTIC ADA200636: Admissible Translates of Stable Processes pdf

DTIC ADA200636: Admissible Translates of Stable Processes

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This document surveys some recent results on the admissible translates of stable processes and we contrast them with the analogs for Gaussian processes. Whereas Gaussian moving averages and Fourier transforms of independent increment increments processes have rich classes of admissible translates, their stable counterparts frequently have all translates singular. By removing the requirement of independence of the increments, we introduce stable processes that are generalized moving averages and harmonizable which can have rich classes of admissible translates. These are generally nonstationary processes but we also show a class of stationary generalized moving averages

• Creator/s: Defense Technical Information Center
• Date: 7/1/1988
• Year: 1988
• Book Topics/Themes: DTIC Archive, Cambanis, Stamatis, NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS, *STABILITY, *STATISTICAL PROCESSES, STATIONARY, FOURIER TRANSFORMATION, MATHEMATICAL MODELS

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